I've got this, and I'm very happy with it:
http://www.emprex.com/01_news_02.php?newsid=98
Was £15 when I got it - price is closer to £20 now, but still under.
I've got this exact remote and it works like a charm. Its built well and very responsive.
And it is a windows media center certified remote, as recommended upthread.
How long do the batteries usually last for you?
I've got this exact remote and it works like a charm. Its built well and very responsive.